风险证券

激烈的市场竞争使许多高风险证券公司处于破产边缘、举步维艰。

Fierce market competition caused many high risk securities corporation were facing the dangerous of bankruptcy .

在此基础上，放松了标准资本资产定价模型中的某些限制条件，对不存在无风险证券、存在非适销资产的CAPM以及消费资本资产定价模型进行了考察。

Based on the discussion , we relax some constraints in the traditional CAPM . In particular , we investigate three variations of the traditional CAPM , which are the CAPM with riskless assets , the CAPM with non-marketable assets , and the consumption capital asset pricing model .

最小风险证券组合的结构分析和迭代算法

Structural Properties of Optimal Portfolios and Iterative Algorithm for Risk Minimization

一类风险证券有效组合的变动分析

Fluctuation analysis of efficient frontier for a class of risky securities

我国保险业风险证券化的可行性研究

A Study on the Feasibility of Securitization of Insurance Risks in China

巨灾风险证券化及其在我国的运用研究

Study on Catastrophe Risk Securitization and Its Application in China

保险风险证券化在中国发展的基础研究

The Basic Study on Development of Insurance Securitization in China

不要把你的钱全部都投资在风险证券上。

Don 't put all your money into junk bonds .

巨灾风险证券化及在中国保险市场的应用

The Securitization of Catastrophic Risk and Its Appliance in Our Insurance Market

因此，巨灾风险证券化成了解决巨灾事件难以承保的出路。

Therefore , the catastrophe risk securitization creates the outcome for the insurance .

我国巨灾保险风险证券化研究

Research on the Catastrophic Insurance Risk Securitization in China

借鉴巨灾债券和死亡率指数债券的成功，先引入长寿风险证券化的概念；

The conception and traditional hedge method of longevity risk are introduced firstly .

巨灾风险证券化的国际借鉴与我国的实践研究

The Learning of International Best Practice in Catastrophe Risk Securitization and Chinese Case Study

自2002年以来，先后有近40家高风险证券公司被监管部门处置。

Since 2002 , nearly 40 securities companies have been disposed by supervision department .

本文的研究为巨灾风险证券化定价方面提供了必要的参考。

This paper provides the necessary guideline for the pricing of catastrophe risk securitization .

第五部分提出了我国今后发展保险风险证券化的战略思路和基本步骤。

Chapter five concludes the strategic steps of the development of insurance securitisation in China .

我国巨灾风险证券化实践的相关问题探讨

A Probe into the Problems Related to the Practice of Securitization for Catastrophes in China

保险风险证券化&巨灾债券

Insurance risk securitization & catastrophe bond

保险风险证券化研究

Research on Securitization of Insurance Risk

风险证券组合投资的最优化分析

Analysis on optimum risk portfolio investment

巨灾风险证券化和发源于银行业的传统的资产证券化有所不同。

The Catastrophe Risk Securitization is different from traditional property securitization which origins from banking industry .

带有初始风险证券的最优组合投资

Portfolio optimization with original risk stocks

浅谈国外保险风险证券化

On Foreign Securitization of Insurance Risks

再谈保险风险证券化

On Securities of Insurance Risk

自2004年起，针对部分高风险证券公司，监管部门分别采取了责令关闭、停业整顿、行政接管等措施进行处置。

From 2004 , the regulatory bodies commenced a series of readjusting measures towards some highrisk securities companies .

巨灾风险证券化，包括：巨灾债券、巨灾期权、巨灾互换以及或有资本。

Catastrophe risk securitization , including : catastrophe bonds , catastrophe options , catastrophe swaps and contingent capital .

保险风险证券化是国际资本市场在20世纪90年代兴起的一种金融创新，它能有效地把保险公司的风险分散到资本市场的投资者中。

Since the 1990s the securitization of insurance risk has become an important derivation instrument in capital market .

比如，计划提议，信贷风险证券的发行商，应当保留一部分风险，由自己承担。

It proposes , for instance , that issuers of credit-risk securities should retain a share of the risk .

目前，产险业的巨灾风险证券化发展已经比较成熟，寿险业的人寿保险证券化发展则相对迟缓，一直未能受到足够的重视。

At present , catastrophic risk securitization has been relatively mature , but the life insurance securitization is relatively slow development .

具有无风险证券的机会约束下均值-VaR模型的有效前沿分析；

Secondly , under constraint of investment chance , the efficient frontier of the Mean-VaR model with risk-free security is analysed .